+41,702.0%
PGR vs THC
+495.1%
+41,206.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.6% |
| 7D | -2.6% | -2.6% | 0.0% | -2.3% |
| 30D | -0.2% | -1.2% | +1.0% | -0.1% |
| 3M | +7.4% | +58.9% | -51.6% | +1.3% |
| 6M | +2.1% | +9.3% | -7.2% | +0.5% |
| YTD | +0.5% | +30.4% | -29.9% | -3.4% |
| 1Y | -6.9% | +34.6% | -41.5% | -11.1% |
| 3Y | +73.2% | +246.7% | -173.5% | +45.1% |
| 5Y | +154.8% | +244.5% | -89.8% | +107.5% |
| 10Y | +786.4% | +950.1% | -163.7% | +456.2% |
| All | +41,702.0% | +495.1% | +41,206.9% | +20,041.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling